CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 1.2085 1.2193 0.0108 0.9% 1.1838
High 1.2085 1.2245 0.0160 1.3% 1.2069
Low 1.2085 1.2193 0.0108 0.9% 1.1838
Close 1.2161 1.2254 0.0093 0.8% 1.2052
Range 0.0000 0.0052 0.0052 0.0231
ATR 0.0071 0.0072 0.0001 1.4% 0.0000
Volume 3 1 -2 -66.7% 75
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2387 1.2372 1.2283
R3 1.2335 1.2320 1.2268
R2 1.2283 1.2283 1.2264
R1 1.2268 1.2268 1.2259 1.2276
PP 1.2231 1.2231 1.2231 1.2234
S1 1.2216 1.2216 1.2249 1.2224
S2 1.2179 1.2179 1.2244
S3 1.2127 1.2164 1.2240
S4 1.2075 1.2112 1.2225
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2679 1.2597 1.2179
R3 1.2448 1.2366 1.2116
R2 1.2217 1.2217 1.2094
R1 1.2135 1.2135 1.2073 1.2176
PP 1.1986 1.1986 1.1986 1.2007
S1 1.1904 1.1904 1.2031 1.1945
S2 1.1755 1.1755 1.2010
S3 1.1524 1.1673 1.1988
S4 1.1293 1.1442 1.1925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2245 1.2028 0.0217 1.8% 0.0034 0.3% 104% True False 15
10 1.2245 1.1815 0.0430 3.5% 0.0028 0.2% 102% True False 14
20 1.2321 1.1732 0.0589 4.8% 0.0021 0.2% 89% False False 15
40 1.2708 1.1732 0.0976 8.0% 0.0035 0.3% 53% False False 13
60 1.2708 1.1732 0.0976 8.0% 0.0024 0.2% 53% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2466
2.618 1.2381
1.618 1.2329
1.000 1.2297
0.618 1.2277
HIGH 1.2245
0.618 1.2225
0.500 1.2219
0.382 1.2213
LOW 1.2193
0.618 1.2161
1.000 1.2141
1.618 1.2109
2.618 1.2057
4.250 1.1972
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 1.2242 1.2224
PP 1.2231 1.2195
S1 1.2219 1.2165

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These figures are updated between 7pm and 10pm EST after a trading day.

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